Creating a TCP client in unity3d is nearly the same as developing it in c#, you can use almost all the classes of .net (4.0 as of the latest unity 3.5), still before you use a class look for the support in mono from this page.

If the class is not supported in mono, just drag the respected dll corresponding to the class from the .net library. Also you have two methods to do it, write the whole logic using .net classes in unity. or make a dll of it and import it into unity and use that dll for processing TCP works. In terms of performance there is no difference, all depends on ur preference.

This could be a good starting point:

http://answers.unity3d.com/questions/15422/unity-project-and-3rd-party-apps.html